Take Profit and Stop Loss being Plotted

LowFrequencyTrading/TradingEngine.js

@@ -7,8 +7,6 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
     let thisObject = {
         setCurrentCandle: setCurrentCandle,
         updateEpisodeCountersAndStatistics: updateEpisodeCountersAndStatistics,
-        resetPositionCountersAndStatistics: resetPositionCountersAndStatistics,
-        updatePositionCountersAndStatistics: updatePositionCountersAndStatistics,
         updateDistanceToEventsCounters: updateDistanceToEventsCounters,
         initialize: initialize,
         finalize: finalize
@@ -98,6 +96,7 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
                 node.value = node.config.initialValue
             }
         }
+        node.initialize = initializeNode // This will allow anyone to initialize this node and its children.
 
         /* Now we go down through all this node children */
         let nodeDefinition = bot.APP_SCHEMA_MAP.get(node.type)
@@ -137,26 +136,6 @@ exports.newTradingEngine = function newTradingEngine(bot, logger) {
         tradingEngine.episode.episodeStatistics.days.value = tradingEngine.episode.episodeCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
     }
 
-    function resetPositionCountersAndStatistics() {
-        /* Keeping Position Counters Up-to-date */
-        if (
-            (tradingEngine.current.strategy.stageType.value === 'Open Stage' || tradingEngine.current.strategy.stageType.value === 'Manage Stage')
-        ) { return }
-
-        tradingEngine.current.position.positionCounters.periods.value = tradingEngine.current.position.positionCounters.periods.config.initialValue
-        tradingEngine.current.position.positionStatistics.days.value = tradingEngine.current.position.positionStatistics.days.config.initialValue
-    }
-
-    function updatePositionCountersAndStatistics() {
-        /* Keeping Position Counters Up-to-date */
-        if (
-            (tradingEngine.current.strategy.stageType.value === 'Open Stage' || tradingEngine.current.strategy.stageType.value === 'Manage Stage')
-        ) {
-            tradingEngine.current.position.positionCounters.periods.value++
-            tradingEngine.current.position.positionStatistics.days.value = tradingEngine.current.position.positionCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
-        }
-    }
-
     function updateDistanceToEventsCounters() {
         /* Keeping Distance Counters Up-to-date */
         if (

LowFrequencyTrading/TradingPosition.js

@@ -0,0 +1,192 @@
+exports.newTradingPosition = function newTradingPosition(bot, logger) {
+    /*
+    This module packages all functions related to Positions.
+    */
+    const MODULE_NAME = 'Trading Position'
+    let thisObject = {
+        openPosition: openPosition,
+        closePosition: closePosition,
+        applyStopLossFormula: applyStopLossFormula,
+        applyTakeProfitFormula: applyTakeProfitFormula,
+        preventStopLossDistortion: preventStopLossDistortion,
+        applySlippageToStopLoss: applySlippageToStopLoss,
+        preventTakeProfitDistortion: preventTakeProfitDistortion,
+        applySlippageToTakeProfit: applySlippageToTakeProfit,
+        updateStopLoss: updateStopLoss,
+        updateTakeProfit: updateTakeProfit,
+        updateSizeAndRate: updateSizeAndRate,
+        applySlippageToRate: applySlippageToRate,
+        updateEnds: updateEnds,
+        updateStatus: updateStatus,
+        updateCounters: updateCounters,
+        updateStatistics: updateStatistics,
+        resetPosition: resetPosition,
+        initialize: initialize,
+        finalize: finalize
+    }
+
+    let tradingEngine
+    let sessionParameters
+
+    return thisObject
+
+    function initialize() {
+        tradingEngine = bot.simulationState.tradingEngine
+        sessionParameters = bot.SESSION.parameters
+    }
+
+    function finalize() {
+        tradingEngine = undefined
+        sessionParameters = undefined
+    }
+
+    function openPosition(situationName) {
+        tradingEngine.current.position.status.value = 'Open'
+        tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value
+        tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
+
+        tradingEngine.current.position.situationName.value = situationName
+
+        tradingEngine.current.position.stopLoss.stopLossStage.value = 'Open Stage'
+        tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Open Stage'
+        tradingEngine.current.position.stopLoss.stopLossPhase.value = 0
+        tradingEngine.current.position.takeProfit.takeProfitPhase.value = 0
+    }
+
+    function closePosition(exitType) {
+        tradingEngine.current.position.status.value = 'Closed'
+        tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
+        tradingEngine.current.position.exitType.value = exitType
+    }
+
+    function resetPosition() {
+        tradingEngine.current.position.initialize(tradingEngine.current.position)
+    }
+
+    function applyStopLossFormula(formulas, formulaId) {
+        tradingEngine.current.position.stopLoss.value = formulas.get(formulaId)
+    }
+
+    function applyTakeProfitFormula(formulas, formulaId) {
+        tradingEngine.current.position.takeProfit.value = formulas.get(formulaId)
+    }
+
+    function updateStopLoss(phase, stage) {
+        tradingEngine.current.position.stopLoss.stopLossPhase.value = phase
+        tradingEngine.current.position.stopLoss.stopLossStage.value = stage
+    }
+
+    function updateTakeProfit(phase, stage) {
+        tradingEngine.current.position.takeProfit.takeProfitPhase.value = phase
+        tradingEngine.current.position.takeProfit.takeProfitStage.value = stage
+    }
+
+    function updateSizeAndRate(size, rate) {
+        tradingEngine.current.position.size.value = size
+        tradingEngine.current.position.rate.value = rate
+    }
+
+    function applySlippageToRate() {
+        let slippageAmount = tradingEngine.current.position.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100
+
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value - slippageAmount
+        } else {
+            tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value + slippageAmount
+        }
+    }
+
+    function preventStopLossDistortion() {
+        /*
+        Hit Point Validation
+ 
+        This prevents misscalculations when a formula places the stop loss in this case way beyond the market price.
+        If we take the stop loss value at those situation would be a huge distortion of facts.
+        */
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            if (tradingEngine.current.position.stopLoss.value < tradingEngine.current.candle.min.value) {
+                tradingEngine.current.position.stopLoss.value = tradingEngine.current.candle.min.value
+            }
+        } else {
+            if (tradingEngine.current.position.stopLoss.value > tradingEngine.current.candle.max.value) {
+                tradingEngine.current.position.stopLoss.value = tradingEngine.current.candle.max.value
+            }
+        }
+    }
+
+    function applySlippageToStopLoss() {
+        let slippedStopLoss = tradingEngine.current.position.stopLoss.value
+
+        /* Apply the Slippage */
+        let slippageAmount = slippedStopLoss * bot.SESSION.parameters.slippage.config.stopLoss / 100
+
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            slippedStopLoss = slippedStopLoss + slippageAmount
+        } else {
+            slippedStopLoss = slippedStopLoss - slippageAmount
+        }
+
+        tradingEngine.current.position.endRate.value = slippedStopLoss
+    }
+
+    function preventTakeProfitDistortion() {
+        /*
+        Hit Point Validation:
+ 
+        This prevents misscalculations when a formula places the take profit in this case way beyond the market price.
+        If we take the stop loss value at those situation would be a huge distortion of facts.
+        */
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            if (tradingEngine.current.position.takeProfit.value > tradingEngine.current.candle.max.value) {
+                tradingEngine.current.position.takeProfit.value = tradingEngine.current.candle.max.value
+            }
+        } else {
+            if (tradingEngine.current.position.takeProfit.value < tradingEngine.current.candle.min.value) {
+                tradingEngine.current.position.takeProfit.value = tradingEngine.current.candle.min.value
+            }
+        }
+    }
+
+    function applySlippageToTakeProfit() {
+        let slippedTakeProfit = tradingEngine.current.position.takeProfit.value
+        /* Apply the Slippage */
+        let slippageAmount = slippedTakeProfit * bot.SESSION.parameters.slippage.config.takeProfit / 100
+
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            slippedTakeProfit = slippedTakeProfit + slippageAmount
+        } else {
+            slippedTakeProfit = slippedTakeProfit - slippageAmount
+        }
+
+        tradingEngine.current.position.endRate.value = slippedTakeProfit
+    }
+
+    function updateEnds() {
+        if (tradingEngine.current.position.status.value === 'Open') {
+            tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
+        }
+    }
+
+    function updateStatus() {
+        if (tradingEngine.current.position.status.value === 'Closed') {
+            resetPosition()
+        }
+    }
+
+    function updateCounters() {
+        if (tradingEngine.current.position.status.value === 'Open') {
+            tradingEngine.current.position.positionCounters.periods.value++
+        }
+    }
+
+    function updateStatistics() {
+        if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            tradingEngine.current.position.positionStatistics.profitLoss.value = tradingEngine.current.balance.baseAsset.value - tradingEngine.previous.balance.baseAsset.value
+            tradingEngine.current.position.positionStatistics.ROI.value = tradingEngine.current.position.positionStatistics.profitLoss.value * 100 / tradingEngine.current.position.size.value
+        } else {
+            tradingEngine.current.position.positionStatistics.profitLoss.value = tradingEngine.current.balance.quotedAsset.value - tradingEngine.previous.balance.quotedAsset.value
+            tradingEngine.current.position.positionStatistics.ROI.value = tradingEngine.current.position.positionStatistics.profitLoss.value * 100 / tradingEngine.current.position.size.value
+        }
+        tradingEngine.current.position.positionStatistics.days.value = tradingEngine.current.position.positionCounters.periods.value * sessionParameters.timeFrame.config.value / global.ONE_DAY_IN_MILISECONDS
+    }
+}

LowFrequencyTrading/TradingRecords.js

@@ -41,10 +41,6 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
             let product = dataset.parentNode
             let outputDatasetArray = outputDatasetsMap.get(product.config.codeName)
 
-            if (product.config.codeName === 'Strategy-Objects') {
-                let a = 1
-            }
-
             if (bot.processingDailyFiles === true && dataset.config.type === 'Daily Files') {
                 persistRecord()
             }
@@ -91,6 +87,9 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
         }
 
         function scanRecordDefinition(product) {
+            if (product.config.codeName === 'Position-Objects') {
+                let a = 1
+            }
             /*
             The Product Root Node is the root of the node hiriarchy branch that we need to look at
             in order to fnd the node where we are going to extract the value.
@@ -166,6 +165,9 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
                 if (recordProperty.config.isString !== true && Array.isArray(value) !== true) {
                     value = safeNumericValue(value)
                 }
+                if (recordProperty.config.isString === true && Array.isArray(value) !== true) {
+                    value = safeStringValue(value)
+                }
                 record.push(value)
             }
             return record
@@ -191,4 +193,18 @@ exports.newTradingRecords = function newTradingRecords(bot, logger) {
         }
         return value
     }
+
+    function safeStringValue(value) {
+        /*
+        The purpose of this function is to check that value variable does not have a value that 
+        will later break the JSON format of files where this is going to be stored at. 
+        */
+        if (value === undefined) {
+            value = ''
+        }
+        if (value === null) {
+            value = ''
+        }
+        return value
+    }
 }

LowFrequencyTrading/TradingSimulation.js

@@ -186,8 +186,6 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                     tradingSystemModule.calculateTakeProfit()
                 }
 
-                tradingEngineModule.resetPositionCountersAndStatistics()
-                tradingEngineModule.updatePositionCountersAndStatistics()
                 tradingEngineModule.updateDistanceToEventsCounters()
 
                 /* Checking if Stop or Take Profit were hit */
@@ -198,6 +196,16 @@ exports.newTradingSimulation = function newTradingSimulation(bot, logger, UTILIT
                 /* Taking a Position */
                 if (takingPosition === true) {
                     tradingSystemModule.getReadyToTakePosition()
+                    /* 
+                    Whem we calculated all the formulas at the begining of the loop, we didn't know
+                    we were going to take position in this same loop cycle. Some might formulas depends on 
+                    calculations that are triggered only when we are taking position. For that reason
+                    we will calculate all formulas again, and after that the Stop Loss and Take Profit.
+                    */
+                    tradingSystemModule.evalFormulas()
+                    tradingSystemModule.calculateTakeProfit()
+                    tradingSystemModule.calculateStopLoss()
+
                     tradingExecutionModule.takePosition()
                     tradingSystemModule.takePosition()
                     takingPosition = false

LowFrequencyTrading/TradingStrategy.js

@@ -40,17 +40,15 @@ exports.newTradingStrategy = function newTradingStrategy(bot, logger) {
         tradingEngine.current.strategy.strategyName.value = strategyName
     }
 
-    function closeStrategy() {
+    function closeStrategy(exitType) {
         tradingEngine.current.strategy.status.value = 'Closed'
+        tradingEngine.current.strategy.exitType.value = exitType
         tradingEngine.current.strategy.end.value = tradingEngine.current.candle.end.value
         tradingEngine.current.strategy.endRate.value = tradingEngine.current.candle.min.value
     }
 
     function resetStrategy() {
-        tradingEngine.current.strategy.status.value = tradingEngine.current.strategy.status.config.initialValue
-        tradingEngine.current.strategy.stageType.value = tradingEngine.current.strategy.stageType.config.initialValue
-        tradingEngine.current.strategy.index.value = tradingEngine.current.strategy.index.config.initialValue
-        tradingEngine.current.strategy.strategyCounters.periods.value = tradingEngine.current.strategy.strategyCounters.periods.config.initialValue
+        tradingEngine.current.strategy.initialize(tradingEngine.current.strategy)
     }
 
     function updateEnds() {

LowFrequencyTrading/TradingSystem.js

@@ -41,6 +41,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     const TRADING_STRATEGY_MODULE = require('./TradingStrategy.js')
     let tradingStrategyModule = TRADING_STRATEGY_MODULE.newTradingStrategy(bot, logger)
 
+    const TRADING_POSITION_MODULE = require('./TradingPosition.js')
+    let tradingPositionModule = TRADING_POSITION_MODULE.newTradingPosition(bot, logger)
+
     return thisObject
 
     function initialize() {
@@ -49,12 +52,16 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
         sessionParameters = bot.SESSION.parameters
 
         tradingStrategyModule.initialize()
+        tradingPositionModule.initialize()
     }
 
     function finalize() {
         tradingStrategyModule.finalize()
         tradingStrategyModule = undefined
 
+        tradingPositionModule.finalize()
+        tradingPositionModule = undefined
+
         chart = undefined
 
         conditions = undefined
@@ -89,7 +96,9 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     }
 
     function mantainPositions() {
-
+        tradingPositionModule.updateStatus()
+        tradingPositionModule.updateCounters()
+        tradingPositionModule.updateEnds()
     }
 
     function evalConditions() {
@@ -333,7 +342,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(triggerStage.triggerOff.id)
                             tradingSystem.highlights.push(triggerStage.id)
 
-                            tradingStrategyModule.closeStrategy()
+                            tradingStrategyModule.closeStrategy('Trigger Off')
 
                             tradingEngine.current.distanceToEvent.triggerOff.value = 1
 
@@ -353,7 +362,10 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
     function checkTakePosition() {
         /* Take Position Condition */
-        if (tradingEngine.current.strategy.stageType.value === 'Trigger Stage') {
+        if (
+            tradingEngine.current.strategy.stageType.value === 'Trigger Stage' &&
+            tradingEngine.current.strategy.status.value === 'Open'
+        ) {
             let strategy = tradingSystem.tradingStrategies[tradingEngine.current.strategy.index.value]
             let triggerStage = strategy.triggerStage
 
@@ -383,12 +395,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(triggerStage.id)
 
                             tradingStrategyModule.updateStageType('Open Stage')
-
-                            tradingEngine.current.position.stopLoss.stopLossStage.value = 'Open Stage'
-                            tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Open Stage'
-                            tradingEngine.current.position.stopLoss.stopLossPhase.value = 0
-                            tradingEngine.current.position.takeProfit.takeProfitPhase.value = 0
-                            tradingEngine.current.position.situationName.value = situation.name
+                            tradingPositionModule.openPosition(situation.name)
 
                             /* TODO See what to do with this:
                             checkAnnouncements(triggerStage.takePosition)
@@ -470,8 +477,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(parentNode.id)
                             tradingSystem.highlights.push(stage.id)
 
-                            tradingEngine.current.position.stopLoss.stopLossPhase.value++
-                            tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
+                            tradingPositionModule.updateStopLoss(tradingEngine.current.position.stopLoss.stopLossPhase.value + 1, 'Manage Stage')
+
                             if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
                                 tradingStrategyModule.updateStageType('Manage Stage')
                                 /* TODO ANNOUNCEMENT
@@ -521,7 +528,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                 if (moveToPhase !== undefined) {
                                     for (let q = 0; q < stopLoss.phases.length; q++) {
                                         if (stopLoss.phases[q].id === moveToPhase.id) {
-                                            tradingEngine.current.position.stopLoss.stopLossPhase.value = q + 1
+                                            tradingPositionModule.updateStopLoss(q + 1, 'Manage Stage')
                                         }
                                     }
                                 } else {
@@ -529,7 +536,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                     continue
                                 }
 
-                                tradingEngine.current.position.stopLoss.stopLossStage.value = 'Manage Stage'
                                 if (tradingEngine.current.position.takeProfit.takeProfitPhase.value > 0) {
                                     tradingStrategyModule.updateStageType('Manage Stage')
                                     /* TODO ANNOUNCEMENT
@@ -572,7 +578,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
             if (phase !== undefined) {
                 if (phase.formula !== undefined) {
                     let previousValue = tradingEngine.current.position.stopLoss.value
-                    tradingEngine.current.position.stopLoss.value = formulas.get(phase.formula.id)
+                    tradingPositionModule.applyStopLossFormula(formulas, phase.formula.id)
 
                     /* TODO ANNOUNCEMENTS
                     if (tradingEngine.current.position.stopLoss.value !== previousValue) {
@@ -648,8 +654,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                             tradingSystem.highlights.push(parentNode.id)
                             tradingSystem.highlights.push(stage.id)
 
-                            tradingEngine.current.position.takeProfit.takeProfitPhase.value++
-                            tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
+                            tradingPositionModule.updateTakeProfit(tradingEngine.current.position.takeProfit.takeProfitPhase.value + 1, 'Manage Stage')
+
                             if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
                                 tradingStrategyModule.updateStageType('Manage Stage')
                                 /* TODO ANNOUNCEMENT
@@ -698,7 +704,7 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                 if (moveToPhase !== undefined) {
                                     for (let q = 0; q < takeProfit.phases.length; q++) {
                                         if (takeProfit.phases[q].id === moveToPhase.id) {
-                                            tradingEngine.current.position.takeProfit.takeProfitPhase.value = q + 1
+                                            tradingPositionModule.updateTakeProfit(q + 1, 'Manage Stage')
                                         }
                                     }
                                 } else {
@@ -706,7 +712,6 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                                     continue
                                 }
 
-                                tradingEngine.current.position.takeProfit.takeProfitStage.value = 'Manage Stage'
                                 if (tradingEngine.current.position.stopLoss.stopLossPhase.value > 0) {
                                     tradingStrategyModule.updateStageType('Manage Stage')
                                     /* TODO ANNOUNCEMENT
@@ -748,8 +753,8 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
 
             if (phase !== undefined) {
                 if (phase.formula !== undefined) {
-                    let previousValue = tradingEngine.current.position.stopLoss.value
-                    tradingEngine.current.position.takeProfit.value = formulas.get(phase.formula.id)
+                    let previousValue = tradingEngine.current.position.takeProfit.value
+                    tradingPositionModule.applyTakeProfitFormula(formulas, phase.formula.id)
 
                     /* TODO ANNOUNCEMENTS 
                     if (tradingEngine.current.position.takeProfit.value !== previousValue) {
@@ -776,45 +781,16 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                     (!bot.sessionAndMarketBaseAssetsAreEqual && tradingEngine.current.candle.min.value <= tradingEngine.current.position.stopLoss.value)
                 ) {
                     logger.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Stop Loss was hit.')
-                    /*
-                    Hit Point Validation
-    
-                    This prevents misscalculations when a formula places the stop loss in this case way beyond the market price.
-                    If we take the stop loss value at those situation would be a huge distortion of facts.
-                    */
-                    if (bot.sessionAndMarketBaseAssetsAreEqual) {
-                        if (tradingEngine.current.position.stopLoss.value < tradingEngine.current.candle.min.value) {
-                            tradingEngine.current.position.stopLoss.value = tradingEngine.current.candle.min.value
-                        }
-                    } else {
-                        if (tradingEngine.current.position.stopLoss.value > tradingEngine.current.candle.max.value) {
-                            tradingEngine.current.position.stopLoss.value = tradingEngine.current.candle.max.value
-                        }
-                    }
 
-                    let slippedStopLoss = tradingEngine.current.position.stopLoss.value
-
-                    /* Apply the Slippage */
-                    let slippageAmount = slippedStopLoss * bot.SESSION.parameters.slippage.config.stopLoss / 100
-
-                    if (bot.sessionAndMarketBaseAssetsAreEqual) {
-                        slippedStopLoss = slippedStopLoss + slippageAmount
-                    } else {
-                        slippedStopLoss = slippedStopLoss - slippageAmount
-                    }
-
-                    tradingEngine.current.position.endRate.value = slippedStopLoss
+                    tradingPositionModule.preventStopLossDistortion()
+                    tradingPositionModule.applySlippageToStopLoss()
+                    tradingPositionModule.closePosition('Stop Loss')
 
                     tradingStrategyModule.updateStageType('Close Stage')
+
                     /* TODO ANNOUNCEMENT
                     checkAnnouncements(strategy.closeStage, 'Stop')
                     */
-                    tradingEngine.current.position.stopLoss.stopLossStage.value = 'No Stage'
-                    tradingEngine.current.position.takeProfit.takeProfitStage.value = 'No Stage'
-                    tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
-                    tradingEngine.current.position.status.value = 1
-                    tradingEngine.current.position.exitType.value = 1
-
                     return true // This means that the STOP was hit.
                 }
 
@@ -824,46 +800,16 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
                     (!bot.sessionAndMarketBaseAssetsAreEqual && tradingEngine.current.candle.max.value >= tradingEngine.current.position.takeProfit.value)
                 ) {
                     logger.write(MODULE_NAME, '[INFO] checkStopLossOrTakeProfitWasHit -> Take Profit was hit.')
-                    /*
-                    Hit Point Validation:
-    
-                    This prevents misscalculations when a formula places the take profit in this case way beyond the market price.
-                    If we take the stop loss value at those situation would be a huge distortion of facts.
-                    */
-                    if (bot.sessionAndMarketBaseAssetsAreEqual) {
-                        if (tradingEngine.current.position.takeProfit.value > tradingEngine.current.candle.max.value) {
-                            tradingEngine.current.position.takeProfit.value = tradingEngine.current.candle.max.value
-                        }
-                    } else {
-                        if (tradingEngine.current.position.takeProfit.value < tradingEngine.current.candle.min.value) {
-                            tradingEngine.current.position.takeProfit.value = tradingEngine.current.candle.min.value
-                        }
-                    }
 
-                    let slippedTakeProfit = tradingEngine.current.position.takeProfit.value
-                    /* Apply the Slippage */
-                    let slippageAmount = slippedTakeProfit * bot.SESSION.parameters.slippage.config.takeProfit / 100
-
-                    if (bot.sessionAndMarketBaseAssetsAreEqual) {
-                        slippedTakeProfit = slippedTakeProfit + slippageAmount
-                    } else {
-                        slippedTakeProfit = slippedTakeProfit - slippageAmount
-                    }
-
-                    tradingEngine.current.position.endRate.value = slippedTakeProfit
+                    tradingPositionModule.preventTakeProfitDistortion()
+                    tradingPositionModule.applySlippageToTakeProfit()
+                    tradingPositionModule.closePosition('Take Profit')
 
                     tradingStrategyModule.updateStageType('Close Stage')
+
                     /* TODO ANNOUNCEMENT
                     checkAnnouncements(strategy.closeStage, 'Take Profit')
                     */
-                    tradingEngine.current.position.stopLoss.stopLossStage.value = 'No Stage'
-                    tradingEngine.current.position.takeProfit.takeProfitStage.value = 'No Stage'
-
-                    tradingEngine.current.position.end.value = tradingEngine.current.candle.end.value
-                    tradingEngine.current.position.status.value = 1
-                    tradingEngine.current.position.exitType.value = 2
-
-                    addToSnapshots = true
                     return true // This means that the Take Profit was hit.
                 }
             }
@@ -872,31 +818,20 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     }
 
     function getReadyToTakePosition() {
+        /* Updating Episode Counters */
+        tradingEngine.episode.episodeCounters.positions.value++
+
         /* Inicializing this counter */
         tradingEngine.current.distanceToEvent.takePosition.value = 1
 
         /* Position size and rate */
-        tradingEngine.current.position.size.value = getPositionSize()
-        tradingEngine.current.position.rate.value = getPositionRate()
+        tradingPositionModule.updateSizeAndRate(getPositionSize(), getPositionRate())
 
-        /* We take what was calculated at the formula and apply the slippage. */
-        let slippageAmount = tradingEngine.current.position.rate.value * bot.SESSION.parameters.slippage.config.positionRate / 100
-
-        if (bot.sessionAndMarketBaseAssetsAreEqual) {
-            tradingEngine.current.position.rate.value = tradingEngine.current.position.rate.value - slippageAmount
-        } else {
-            tradingEngine.current.position.rate.value = tradingEngine.current.position.rate.value + slippageAmount
-        }
-
-        /* Update the position information. */
-        tradingEngine.current.position.begin.value = tradingEngine.current.candle.begin.value
-        tradingEngine.current.position.beginRate.value = tradingEngine.current.position.rate.value
+        /* We take what was calculated at the formula of position rate and apply the slippage. */
+        tradingPositionModule.applySlippageToRate()
     }
 
     function takePosition() {
-        calculateTakeProfit() // TODO: Check if this is really necesary
-        calculateStopLoss() // TODO: Check if this is really necesary
-
         tradingEngine.previous.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value
         tradingEngine.previous.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value
 
@@ -927,70 +862,44 @@ exports.newTradingSystem = function newTradingSystem(bot, logger) {
     }
 
     function closePosition() {
-        tradingEngine.episode.episodeCounters.positions.value++
-
+        /* We calculate the new balances after the position is closed. */
         let feePaid = 0
-
         if (bot.sessionAndMarketBaseAssetsAreEqual) {
-
             feePaid = tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
-
             tradingEngine.current.balance.baseAsset.value = tradingEngine.current.balance.baseAsset.value + tradingEngine.current.balance.quotedAsset.value / tradingEngine.current.position.endRate.value - feePaid
             tradingEngine.current.balance.quotedAsset.value = 0
         } else {
-
             feePaid = tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value * bot.SESSION.parameters.feeStructure.config.taker / 100
-
             tradingEngine.current.balance.quotedAsset.value = tradingEngine.current.balance.quotedAsset.value + tradingEngine.current.balance.baseAsset.value * tradingEngine.current.position.endRate.value - feePaid
             tradingEngine.current.balance.baseAsset.value = 0
         }
 
-        if (bot.sessionAndMarketBaseAssetsAreEqual) {
-            tradingEngine.last.position.positionStatistics.profitLoss.value = tradingEngine.current.balance.baseAsset.value - tradingEngine.previous.balance.baseAsset.value
-            tradingEngine.last.position.positionStatistics.ROI.value = tradingEngine.last.position.positionStatistics.profitLoss.value * 100 / tradingEngine.current.position.size.value
-            if (isNaN(tradingEngine.last.position.positionStatistics.ROI.value)) { tradingEngine.last.position.positionStatistics.ROI.value = 0 }
-            tradingEngine.episode.episodeStatistics.profitLoss.value = tradingEngine.current.balance.baseAsset.value - sessionParameters.sessionBaseAsset.config.initialBalance
-        } else {
-            tradingEngine.last.position.positionStatistics.profitLoss.value = tradingEngine.current.balance.quotedAsset.value - tradingEngine.previous.balance.quotedAsset.value
-            tradingEngine.last.position.positionStatistics.ROI.value = tradingEngine.last.position.positionStatistics.profitLoss.value * 100 / tradingEngine.current.position.size.value
-            if (isNaN(tradingEngine.last.position.positionStatistics.ROI.value)) { tradingEngine.last.position.positionStatistics.ROI.value = 0 }
-            tradingEngine.episode.episodeStatistics.profitLoss.value = tradingEngine.current.balance.quotedAsset.value - sessionParameters.sessionQuotedAsset.config.initialBalance
-        }
-
-        tradingEngine.current.position.positionStatistics.ROI.value = tradingEngine.last.position.positionStatistics.ROI.value
+        tradingPositionModule.updateStatistics()
 
+        /* Recalculating Episode Counters */
         if (tradingEngine.last.position.positionStatistics.profitLoss.value > 0) {
             tradingEngine.episode.episodeCounters.hits.value++
         } else {
             tradingEngine.episode.episodeCounters.fails.value++
         }
 
+        /* Recalculating Episode Statistics */
         if (bot.sessionAndMarketBaseAssetsAreEqual) {
+            tradingEngine.episode.episodeStatistics.profitLoss.value = tradingEngine.current.balance.baseAsset.value - sessionParameters.sessionBaseAsset.config.initialBalance
             tradingEngine.episode.episodeStatistics.ROI.value = (sessionParameters.sessionBaseAsset.config.initialBalance + tradingEngine.episode.episodeStatistics.profitLoss.value) / sessionParameters.sessionBaseAsset.config.initialBalance - 1
             tradingEngine.episode.episodeStatistics.hitRatio.value = tradingEngine.episode.episodeCounters.hits.value / tradingEngine.episode.episodeCounters.positions.value
             tradingEngine.episode.episodeStatistics.anualizedRateOfReturn.value = tradingEngine.episode.episodeStatistics.ROI.value / tradingEngine.episode.episodeStatistics.days.value * 365
         } else {
+            tradingEngine.episode.episodeStatistics.profitLoss.value = tradingEngine.current.balance.quotedAsset.value - sessionParameters.sessionQuotedAsset.config.initialBalance
             tradingEngine.episode.episodeStatistics.ROI.value = (sessionParameters.sessionQuotedAsset.config.initialBalance + tradingEngine.episode.episodeStatistics.profitLoss.value) / sessionParameters.sessionQuotedAsset.config.initialBalance - 1
             tradingEngine.episode.episodeStatistics.hitRatio.value = tradingEngine.episode.episodeCounters.hits.value / tradingEngine.episode.episodeCounters.positions.value
             tradingEngine.episode.episodeStatistics.anualizedRateOfReturn.value = tradingEngine.episode.episodeStatistics.ROI.value / tradingEngine.episode.episodeStatistics.days.value * 365
         }
-
-        tradingEngine.current.position.stopLoss.value = 0
-        tradingEngine.current.position.takeProfit.value = 0
-
-        tradingEngine.current.position.rate.value = 0
-        tradingEngine.current.position.size.value = 0
-
-        tradingEngine.current.position.stopLoss.stopLossStage.value = 'No Stage'
-        tradingEngine.current.position.takeProfit.takeProfitStage.value = 'No Stage'
-        tradingEngine.current.position.stopLoss.stopLossPhase.value = -1
-        tradingEngine.current.position.takeProfit.takeProfitPhase.value = -1
-
     }
 
     function exitStrategyAfterPosition() {
         if (tradingEngine.current.strategy.stageType.value === 'Close Stage') {
-            tradingStrategyModule.closeStrategy()
+            tradingStrategyModule.closeStrategy('Position Closed')
             tradingEngine.current.distanceToEvent.triggerOff.value = 1
         }
     }